Computational Combinatorial Optimization

Volume 2241 of the series Lecture Notes in Computer Science pp 112-156


Lagrangian Relaxation

  • Claude LemaréchalAffiliated withInria

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Lagrangian relaxation is a tool to find upper bounds on a given (arbitrary) maximization problem. Sometimes, the bound is exact and an optimal solution is found. Our aim in this paper is to review this technique, the theory behind it, its numerical aspects, its relation with other techniques such as column generation.